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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"hun"
~subject:"Arbeitsmarkt"
~subject:"Prognoseverfahren"
~subject:"Stochastic volatility"
~subject:"Time series analysis"
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Arbeitsmarkt
Prognoseverfahren
Stochastic volatility
Time series analysis
Volatility
147
Volatilität
147
Theorie
77
Theory
77
Stochastic process
46
Stochastischer Prozess
46
Option pricing theory
35
Optionspreistheorie
35
Estimation
34
Schätzung
34
Business cycle
27
Konjunktur
27
Börsenkurs
24
Share price
24
CAPM
20
Arbeitsmobilität
19
Labour mobility
19
Capital income
18
Kapitaleinkommen
18
Portfolio selection
18
Portfolio-Management
18
Schock
18
Shock
18
Zeitreihenanalyse
17
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15
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14
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14
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13
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12
ARCH-Modell
12
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12
Aktienmarkt
11
Option trading
11
Optionsgeschäft
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Rodrigues, Paulo Jorge Maurício
2
Amir Ahmadi, Pooyan
1
Berger, Theo
1
Berger, Tino
1
Bernales, Alejandro
1
Bianchi, Daniele
1
Bognanni, Mark
1
Branger, Nicole
1
Bu, Di
1
Campolmi, Alessia
1
Chan, Joshua
1
Chang, Chien-hung
1
Chauvet, Marcelle
1
Chen, Louisa
1
Chen, Zheng
1
Cheng, Jun
1
Chiarella, Carl
1
Choi, Jaehyuk
1
Chorro, Christophe
1
Chu, Yinxiao
1
Chugh, Sanjay K.
1
Costain, James
1
Cui, Zhenyu
1
Dai, Min
1
De Luigi, Clara
1
Dendramis, Yiannis
1
Enders, Walter
1
Escobar, Marcos
1
Everaert, Gerdie
1
Faberman, R. Jason
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Faia, Ester
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Fałdziński, Marcin
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1
Ftiti, Zied
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Gaballo, Gaetano
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Gençay, Ramazan
1
Hautsch, Nikolaus
1
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1
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Journal of economic dynamics & control
Energy economics
165
Finance research letters
156
Journal of econometrics
151
International journal of forecasting
132
Journal of forecasting
119
Economic modelling
106
Discussion paper / Tinbergen Institute
105
International review of financial analysis
97
Discussion paper series / IZA
94
Journal of empirical finance
91
Applied economics
84
International review of economics & finance : IREF
83
Working paper
83
The North American journal of economics and finance : a journal of financial economics studies
82
Journal of banking & finance
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Quantitative finance
77
Economics letters
67
NBER working paper series
57
The journal of futures markets
51
Applied economics letters
49
Computational economics
49
NBER Working Paper
48
IZA Discussion Paper
46
CESifo working papers
44
Econometric reviews
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Working paper / National Bureau of Economic Research, Inc.
43
Journal of risk and financial management : JRFM
41
Applied financial economics
39
Journal of financial econometrics
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
CREATES research paper
38
Discussion paper / Centre for Economic Policy Research
38
Research in international business and finance
38
Department of Economics working paper series
37
International journal of finance & economics : IJFE
37
Journal of international financial markets, institutions & money
37
The European journal of finance
35
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ECONIS (ZBW)
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1
Labor market dynamics with sorting
Schulz, Bastian
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014532134
Saved in:
2
Fast and accurate variational inference for large Bayesian VARs with stochastic
volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
3
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
4
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
5
The equivalent constant-elasticity-of-variance (CEV)
volatility
of the stochastic-alpha-beta-rho (SABR) model
Choi, Jaehyuk
;
Wu, Lixin
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628256
Saved in:
6
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
7
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
8
High-frequency
volatility
modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
9
Level and slope of
volatility
smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
10
Sequential Bayesian inference for vector autoregressions with stochastic
volatility
Bognanni, Mark
;
Zito, John
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012502544
Saved in:
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